Originally posted by Delirium
not a single thread states what wiring and system is recommended.
Go to the service websites and choose the service that has more of the programming that you like best (I believe you can listen to a sample of the programming on each provider's website). After that, there are forums specific to each service that can help you decide the best head unit, wiring, antenna/antenna placement for your car, etc. For XM look at XMfan, and for Sirius look at SiriusBackstage.
I would recommend a head unit that is compatible with the service you choose rather than going the RF car-kit route. You loose the digital quality if you rebroadcast on RF so that your non-compatable headunit can receive the signal.
Carfully look at the headunits and what they require to accept the service receiver's signal. Some require extra items (like the Sony headunits), while others are plug-n-play.
Also, a ground-loop isolator (available from the installer or Radio Shack) may be needed if you are running power from the cig lighter to your service receiver. Some installations will have a hiss without it.
For XM there is one headunit with the XM receiver built in...that's the new Alpine CDA9820XM (about $350 retail, $250 eBay/internet). I probably would go that way if I were to do things today...the Alpine unit is good enough for my needs, if not the ultra-audiophile's dream.